Let \(X\) be the vector of all your features (i.e. \(X=(X_{1}, X_{2},\dots, X_{p})\), then the outputĀ is: \begin{equation*}...
\(\newcommand{\Cov}{\mathrm{Cov}}\) \(\newcommand{\Corr}{\mathrm{Corr}}\) \(\newcommand{\Sample}{X_{1},\dots,X_{n}}\) Let \(\Sample\) be...